Pages that link to "Item:Q2196212"
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The following pages link to Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212):
Displayed 22 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- Concentration Inequalities for Statistical Inference (Q3380883) (← links)
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
- Adaptive group Lasso neural network models for functions of few variables and time-dependent data (Q6049836) (← links)
- The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
- Oracle inequality for sparse trace regression models with exponential \(\beta\)-mixing errors (Q6063342) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
- Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
- Stochastic Saddle Point Problems with Decision-Dependent Distributions (Q6176418) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)